Can you plug in a different fan in that slot and still boot? The fan connector should be a standard 3pin connector. Make sure you aren't plugging it in upside down or something weird like that. The two little side pokey outey bits (technical term) should go on either side of the bigger pokey outey bit on the mobo.

The side fan connects to exactly one cable that comes off the fan controller cable bundle. It doesn't interact with the mobo in any way. Controller connects to 4-pin molex from PSU, side fan, and front case fans.